You are right; my mistake! I meant to suggest a wedge type that theoretically functions similarly to the one you posted, using friction between the anchor and the pilot hole, but is made of metal. An important variable I didn’t notice if you mentioned is how much weight you intend to hang. This is what I was imagining:

Image

Make sure to get one that includes a masonry drill bit to remove the hole diameter guess work!

I think some of us are struggling when we see you wanting to use a plastic anchor in masonry. It just doesn’t make sense unless the load will be very low.

Even if the anticipated load weight is low: if you hang, say, a shelf on a brick wall, people who place things on the shelf in the future are likely to assume you used a stronger anchor than plastic.